5 papers
Stochastic intrinsic gradient flows on the Wasserstein space
Panpan Ren, Michael Röckner, Feng-Yu Wang +1
We construct stochastic gradient flows on the -Wasserstein space over for energy functionals of the type $W_F(Ïd x)=\int_{\mathbb R^d}F(x,Ï(x))d x…
Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions
Xing Huang, Panpan Ren, Feng-Yu Wang
For a class of McKean-Vlasov stochastic differential equations with singular interactions, which include the Coulomb/Riesz/Biot-Savart kernels as typical examples (Examples 2.1 and…
Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality
Feng-Yu Wang, Chenggui Yuan, Xiao-Yu Zhao
We consider stochastic differential equations on with coefficients depending on the path and distribution for the whole history. Under a local integrability condition…
Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures
Panpan Ren, Feng-Yu Wang, Simon Wittmann
Let be the class of finite (resp. probability) measures absolutely continuous with respect to a -finite Radon measure on a Polish space. We present a criterion on the quasi…
Diffusion Processes on -Wasserstein Space over Banach Space
Panpan Ren, Feng-Yu Wang, Simon Wittmann
To study diffusion processes on the p-Wasserstein space for over a separable, reflexive Banach space , we present a criterion on the quasi-regul…